Gaussian limit for determinantal random point fields.

DOI10.1214/AOP/1020107764zbMATH Open1033.60063arXivmath/0006037OpenAlexW2161056778MaRDI QIDQ1872255FDOQ1872255

Authors: A. Soshnikov 

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We prove that under fairly general conditions properly rescaled determinantal random point field converges to a generalized Gaussian random process.

Full work available at URL: https://arxiv.org/abs/math/0006037

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zbMATH Keywords

densitypoint processintegral operatorGaussian white noise

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Self-similar stochastic processes (60G18)

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Cited In (73)

• Gaussian fluctuations and moderate deviations of eigenvalues in unitary invariant ensembles
• Random determinants, mixed volumes of ellipsoids, and zeros of Gaussian random fields
• Normality of smooth statistics for planar determinantal point processes
• The Berry-Esseen theorem for circular \(\beta\)-ensemble
• Determinantal point processes for image processing
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• On global and local properties of the trajectories of Gaussian random fields -- a look through the set of limit points
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• Fluctuations of eigenvalues and second order Poincaré inequalities
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• Thick points of high-dimensional Gaussian free fields
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• Gaussian fluctuations of Young diagrams under the Plancherel measure
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• Random matrices: universality of local spectral statistics of non-Hermitian matrices
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• On the spectral distribution of Gaussian random matrices
• Perturbed Toeplitz operators and radial determinantal processes
• Correlation functions for random complex zeroes: Strong clustering and local universality
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• Scaling limit for determinantal point processes on spheres
• Complex determinantal processes and \(H^1\) noise

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